CME Australian Dollar Future June 2018


Trading Metrics calculated at close of trading on 15-Feb-2018
Day Change Summary
Previous Current
14-Feb-2018 15-Feb-2018 Change Change % Previous Week
Open 0.7858 0.7920 0.0062 0.8% 0.7903
High 0.7933 0.7964 0.0031 0.4% 0.7951
Low 0.7774 0.7898 0.0124 1.6% 0.7761
Close 0.7913 0.7936 0.0023 0.3% 0.7789
Range 0.0159 0.0066 -0.0093 -58.5% 0.0190
ATR 0.0072 0.0071 0.0000 -0.6% 0.0000
Volume 362 149 -213 -58.8% 1,942
Daily Pivots for day following 15-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8131 0.8099 0.7972
R3 0.8065 0.8033 0.7954
R2 0.7999 0.7999 0.7948
R1 0.7967 0.7967 0.7942 0.7983
PP 0.7933 0.7933 0.7933 0.7941
S1 0.7901 0.7901 0.7930 0.7917
S2 0.7867 0.7867 0.7924
S3 0.7801 0.7835 0.7918
S4 0.7735 0.7769 0.7900
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8404 0.8286 0.7894
R3 0.8214 0.8096 0.7841
R2 0.8024 0.8024 0.7824
R1 0.7906 0.7906 0.7806 0.7870
PP 0.7834 0.7834 0.7834 0.7816
S1 0.7716 0.7716 0.7772 0.7680
S2 0.7644 0.7644 0.7754
S3 0.7454 0.7526 0.7737
S4 0.7264 0.7336 0.7685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7964 0.7761 0.0203 2.6% 0.0077 1.0% 86% True False 319
10 0.8039 0.7761 0.0278 3.5% 0.0079 1.0% 63% False False 373
20 0.8130 0.7761 0.0369 4.6% 0.0075 0.9% 47% False False 317
40 0.8130 0.7647 0.0483 6.1% 0.0057 0.7% 60% False False 179
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8245
2.618 0.8137
1.618 0.8071
1.000 0.8030
0.618 0.8005
HIGH 0.7964
0.618 0.7939
0.500 0.7931
0.382 0.7923
LOW 0.7898
0.618 0.7857
1.000 0.7832
1.618 0.7791
2.618 0.7725
4.250 0.7617
Fisher Pivots for day following 15-Feb-2018
Pivot 1 day 3 day
R1 0.7934 0.7914
PP 0.7933 0.7891
S1 0.7931 0.7869

These figures are updated between 7pm and 10pm EST after a trading day.

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